I own a 99 suburban 1500, 2wd, 5.7L. When I try to start it, the motor stops running when I let go of the key.  I am leaning towards an electrical problem because it starts fine and after it shuts off, I can hear the fuel pump run for a moment longer, then shut off.  I have checked the coil with an ohm meter, and the connections look clean and dry.  It there a test for the coil driver?  Any other ideas would be welcome.

it dies immediately.  Here is some additional info.  The truck sat overnight in a heavy fog.  I tried starting the truck again after lunch (the sun had started really warming things up.)  It started like nothing ever happened.  Now I 'm really curious what is the cause.  I have images of British Leyland vehicles that were truely fair weather cars and do not want the same infamous label for my suburban.  

I have had a check engine light stay on randomly for a day or two the last few months.  But because the perforamce or reliabilty didn't appear to be effected, I figured I had an O2 sensor needing replacement soon.  But I like your idea to check the error codes. It may not have registered one with it dying so quickly, but it won't hurt, and besides I can confirm if I have the O2 start to go.  Thanks again.

something else i would try...try cranking it while spraying starter fluid into the throttle body..if it stays running, you know that it is a fuel delivery issue somewhere along the line...it could even be that the pump is trying to work but isnt moving any fuel, in which case if you spray starter fluid in, it will run so long as you keep spraying in the fluid...but BE CAREFUL...STARTER FLUID IS EXPLOSIVE.   this is soemthing that i would try when i was a technician.